Changes in riskParityPortfolio version 0.2.0 (2019-08-31)
Included the R/Finance 2019 slides as an additional vignette.
Included the slides on risk parity portfolio from the Convex Optimization course at
the Hong Kong Univ. of Science and Technology (HKUST) as an additional vignette.
New plotting function implemented: barplotPortfolioRisk().
General linear constraints now supported in the main function riskParityPortfolio()
Changes in riskParityPortfolio version 0.1.2 (2019-06-01)
Fixed some VignetteBuilder issues with CRAN.
Refactored stopping criteria. [commit 350f622]
Fixed bug where stocks names were being tossed out by C++ functions. [commit a02ffc4]
Changes in riskParityPortfolio version 0.1.1 (2019-01-07)
Revised vignette (fix name issue and include new section on algorithm description).
Revise the error control of riskParityPortfolio().
Check feasibility in riskParityPortfolio().
Improved tests.
Changes in riskParityPortfolio version 0.1.0 (2018-12-15)